10th Material Subject: Special Distribution of

Discrete Random Variable

Undergraduate of Telecommunication Engineering
MUH1F3 - PROBABILITY AND STATISTICS

Telkom University
Center of eLearning & Open Education Telkom University
Jl. Telekomunikasi No.1, Bandung - Indonesia
http://www.telkomuniversity.ac.id

Lecturer: Nor Kumalasari Caecar Pratiwi, S.T., M.T. (caecarnkcp@telkomuniversity.ac.id)

 TABLE OF CONTENTS:

1. Bernoulli
2. Binomial
3. Hyper-geometric
4. Poisson

LEARNING OBJECTIVES:

After careful study of this chapter, student should be able to do the following:
1. Understand the assumptions for some common discrete probability distributions
2. Calculate discrete probability distribution to calculate probabilities in specific applications
3. Calculate probabilities and determine means and variances for some common discrete
probability distributions
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 BERNOULLI

A trial with only two possible outcomes is used so frequently as a building block of a random experiment that it
is called a Bernoulli trial.
• A Bernoulli distribution outcomes can only take two values, either 1 (success/yes) or 0 (failure/no).
• It is usual to denote the probabilities by p and q, p as ”success” and q as ”failure”, p and q must be
non-negative, and their sum must be equal to one, q = 1 - p.
• Suppose X is Bernoulli distribution of probability success p, we can write:

X ⇒ BER(p) (1)

• The Probability Mass Function of Bernoulli Distribution:


p , x = 1

fX (x) = q ,x = 0 (2)

0 , otherwise

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 BERNOULLI

• The Mean of Bernoulli Distribution:

X
E(X) = x · f)X(x) = (1 · p) + (0 · 1) = p (3)

• The Variance of Bernoulli Distribution:

X
2 2
E(X )= x · fX (x) = (12 · p) + (02 · 1) = p

Var(X) = σX2 = E(X2 ) − (E(X))2 = p − p2 = p(1 − p) = pq (4)

• The Moment Generation Function of Bernoulli Distribution:

X
E(e
tx
)= tx
e · fX (x) = (et·1 · p) + (et·0 · q) = et p + q (5)

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 BERNOULLI

Example:An experiment was made in choosing a students randomly out of 10 students (consist of 4 female
and 6 male). If X is a random variable that is states the selection of female students, specify:

a. Probability Mass Function (PMF) of random variable X

b. Mean / Expected Value random variable X

c. Variance random variable X

d. Moment Generation Function random variable X

4
Answer: Probability for success p states if the student chosen is a female, so that p = 10
, create the
6
q =1−p= 10
.

a. Finally, the PMF can be written:


4
 10 , x = 1

6
fX (x) = ,x = 0 (6)
 10

, otherwise

0

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 BERNOULLI

b. Mean / Expected Value of random variable X

4
E(X) =p=
10

c. Variance of random variable X

4 6 24
Var(X) = pq = · =
10 10 100
d. Moment Generation Function of random variable X

tx 4 6
E(e ) = et p + q = t
e +
10 10

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 BINOMIAL

Binomial is a random experiment that consists of n Bernoulli trials.

• A Binomial distribution outcomes can only take two values, either 1 (success/yes) or 0 (failure/no).
• It is usual to denote the probabilities by p and q, p as ”success” and q as ”failure”, p and q must be
non-negative, and their sum must be equal to one, q = 1 - p.
• Suppose X is Binomial distribution with n trial and probability success p, we can write:

X ⇒ BIN(n, p) (7)

• The Probability Mass Function of Binomial Distribution:

(
Cxn · px · q n−x , x = 0, 1, 2, · · · , n
fX (x) = (8)
0 , otherwise

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 BINOMIAL

• The Mean of Binomial Distribution:

E(X) = np (9)

• The Variance of Binomial Distribution:

Var(X) = npq (10)

• The Moment Generation Function of Binomial Distribution:

tx
E(e ) = (et p + q)n (11)

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 BINOMIAL

Example:An experiment was carried out 8 times. The experiment was made in choosing a students randomly
out of 10 students (consist of 4 female and 6 male). If X is a random variable that is states the selection of
female students, specify:

a. Probability Mass Function (PMF) of random variable X

b. Mean / Expected Value random variable X

c. Variance random variable X

d. Moment Generation Function random variable X

Answer: The experiment was carried out 8 times, then n = 8. Probability for success p states if the student
4
chosen is a female, so that p = 10
, create the q = 1 − p = 106 .
a. Finally, the PMF can be written:
(
4

x 6

8−x
Cx8 · 10
· 10
, x = 0, 1, 2, 3, 4, 5, 6, 7, 8
fX (x) = (12)
0 , otherwise
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 BINOMIAL

b. Mean / Expected Value of random variable X

4 32
E(X) =n·p=8· =
10 10

c. Variance of random variable X

4 6 192
Var(X) =n·p·q=8· · =
10 10 100

d. Moment Generation Function of random variable X

 4 6
8
E(e
tx
) = (et p + q)n = t
e +
10 10

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 HYPERGEOMETRIC

Hypergeometric experiments have the same characteristics with binomial. The difference is hypergeometric
states the number of successful events in samples taken as WOR (Without Replacement) samples.
• A set of N objects contains K objects classified as successes N − K objects classified as failures. A
sample of size n objects is selected randomly (without replacement) from the N objects where K ≤N
and n ≤ N. The random variable X that equals the number of successes in the sample is a
hypergeometric random.
X ⇒ HYP(N, n, K) (13)

• The Probability Mass Function of Hypergeometric Distribution:

( C K ·C N −K
n−x
x
CnN
, x = 0, 1, 2, · · · , n
fX (x) = (14)
0 , otherwise

(15)

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 HYPERGEOMTERIC

• The Mean of Hypergeometric Distribution:

n·K
E(X) = =n·p (16)
N

• The Variance of Hypergeometric Distribution:

 
N−n
Var(X) =n·p·q· (17)
N−1

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 HYPERGEOMTERIC

Example: In an observation tube there are 16 bacteria, 6 among them are good bacteria that are able to
change substances food becomes nutrition and vitamins. A laboratory assistant will take 5 bacteria randomly
and Without Replacement. If X states that bad bacteria have been picked, determine:

a. Probability Mass Function (PMF) random variable X

b. Mean / Expected Value random variable X

c. Variance random variable X

d. fX (0), fX (1), fX (2), fX (3), fX (4) and fX (5)

Answer: X is a random variable that states the selection of bad bacteria, there are 16 total objects consisting
K 10 5 3
of K = 10 and N − K = 6, then p = N
= 16
= 8
and q =1−p= 8
, so that:

X ⇒ HYP(16, 5, 10) (18)

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 HYPERGEOMTERIC

a. Probability Mass Function (PMF) random variable X

( C 10 ·C 6
x 5−x
C516
, x = 0, 1, 2, 3, 4, 5
fX (x) =
0 , otherwise

b. Mean / Expected Value random variable X

n·K 5 25
E(X) = =n·p=5· =
N 8 8

c. Variance random variable X

 
N−n 5 3 11 55
Var(X) =n·p·q· =5· · · =
N−1 8 8 15 64

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 HYPERGEOMTERIC

d. fX (0), fX (1), fX (2), fX (3), fX (4) and fX (5)

C10
0 · C65−0 1·6 6
fX (0) = = = C10
3 · C65−3 120 · 15 1800
C16
5 4368 4368 fX (3) = = =
C16
5 4368 4368
C10
1 ·C65−1 10 · 15 150
fX (1) = = = C10
4 · C65−4 210 · 6 1260
C16
5 4368 4368 fX (4) = = =
C16
5 4368 4368
C10 · C65−2 45 · 20 900 C10 ·C65−5
fX (2) = 2
= = 5 252 · 1 252
C16 4368 4368 fX (5) = = =
5 C16
5 4368 4368

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 POISSON

Poisson first introduced by Sim eon-Denis Poisson(1781 - 1840). The Poisson distribution states the number
of discrete events (sometimes also called ”arrivals”) that occur during certain time intervals.
• The random variable X that equals the number of events in a Poisson process is a poisson random
variable with parameter λ > 0:
X ⇒ POI(λ) (19)

• The Probability Mass Function of Poisson Distribution:

e−λ ·λx
(
x!
, x = 0, 1, 2, · · ·
fX (x) = (20)
0 , otherwise

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 POISSON

• The Mean of Poisson Distribution:

E(X) =λ (21)

• The Variance of Poisson Distribution:

Var(X) =λ (22)

• The Moment Generation Function of Poisson Distribution:

t
E(e
tx
) = eλ(e −1) (23)

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 POISSON

Example: Phone calls that enter the complaint center meet the Poisson process with an entrance average of
2.5 call / minute. Calculate:

a. Probability Mass Function (PMF) of random variable X

b. Mean / Expected Value of random variable X

c. Variance of random variable X

d. Moment Generation Function of random variable X

e. The probability of no more than 3 incoming calls in one minutes

f. The probability of less than 5 incoming calls in one minutes

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 POISSON

Answer:

a. Probability Mass Function (PMF) random variable X

( x
e−2.5·2.5
x!
, x = 0, 1, 2, 3, · · ·
fX (x) =
0 , otherwise

b. Mean / Expected Value random variable X

E(X) = λ = 2.5

c. Variance random variable X

Var(X) = λ = 2.5

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 POISSON

d. Moment Generation Function of random variable X

t
E(e
tx
) = e2.5(e −1) (24)

e. The probability of no more than 3 incoming calls in one minutes

P(X ≤ 3 = fX (0) + fX (1) + fX (2) + fX (3)

e−2.5· 2.50 e−2.5 · 2.51 e−2.5 · 2.52 e−2.5· 2.53

P(X ≤3= + + + = 0.7576
0! 1! 2! 3!

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 POISSON

f. The probability of less than 5 incoming calls in one minutes

P(X ≤ 4 = fX (0) + fX (1) + fX (2) + fX (3) + fX (4)

e−2.5 · 2.50 e−2.5 · 2.51 e−2.5 · 2.52 e−2.5· 2.53 e−2.5 · 2.54
P(X ≤3= + + + + = 0.8912
0! 1! 2! 3! 4!

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 Thank You

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